The main bar is The Regent. Outabounds is the (lame) nightclub. The Traverse is the strip joint around the corner from the Regent. The Village Idiot is where to go for a pub. The Cabin is a pretty cool place too, as it's a bowling alley / snowboard shop / bar all in one.
Be sure to pop into Society Snow & Skate while you're in town and say hi.
Luckily all those places are within 2 blocks of each other. (there's also the Big Eddy Pub a bit away from downtown, but it's cool too)